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Numerical Methods for Partial Differential Equations

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Visit this site: http://www.fusion.kth.se/courses/pde/
Author:A. Jaun assisted by J. Hedin and T. Johnson; Alfvén Laboratory, Royal Institute of Technology, Stockholm
Description: The Web edition of a course taught 1997-2000 at the Royal Institute of Technology to advanced undergraduate and graduate students in physics, engineering and quantitative social sciences. With Following links from the lecture notes directly into the relevant sections of the program and executing the JBONE applet (below), the course illustrates all the steps from the formulation of a numerical problem to the actual testing of its properties. Methods such as finite differences, finite elements, fast Fourier transforms, and Monte-Carlo and Lagrangian schemes are discussed in 1D to solve a variety of problems including the advection, diffusion, Black-Scholes, Burger, Korteweg-DeVries and the Schroedinger equations.
Levels: College
Languages: English
Resource Types: Courses, Web Interactive/Java
Math Topics: Partial Differential Equations

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